The new Basel Capital Accord
Subtitle: the devil is in the (calibration) details
By: Paul H. Kupiec.
Contributors: International Monetary Fund. Monetary and Exchange Affairs Dept.
Series: IMF working paper -- WP/01/113
Publisher: International Monetary Fund, Monetary and Exchange Affairs Department
Published: 2001
Place of publication: [Washington, D.C.]
Language: eng
Number of pages: 20
Subjects: Banks and banking -- Ratings and rankings -- Econometric models.; Risk -- Econometric models.; Bank capital -- Econometric models.
Genres: Econometric models.
Notes: Cover title.

"August 2001"--P. [1].

Includes bibliographical references (p. 20).

Also available on the World Wide Web.